
********************************************************************************
**#	Table IA-10: RD Estimates of Announcement Returns
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*Set file path
capture cd "C:\Users\austin.starkweather\Dropbox\Research\CD&A Disclosure\Analysis"
capture cd "C:\Users\joshw\Dropbox\CD&A Disclosure\Analysis"
use "Data\Temp\event_study_final.dta",clear 

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*Panel A: ISS Against
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rdrobust abn_ret_3day sop_for_iss if issrec_ind==0, h(0.015 0.015) c(0.7) p(1) q(2) all 
rdrobust abn_ret_3day sop_for_iss if issrec_ind==0, h(0.02 0.02)   c(0.7) p(1) q(2) all 
rdrobust abn_ret_3day sop_for_iss if issrec_ind==0, h(0.025 0.025) c(0.7) p(1) q(2) all 
rdrobust abn_ret_3day sop_for_iss if issrec_ind==0, h(0.025 0.025) c(0.7) p(2) q(3) all 
rdrobust abn_ret_3day sop_for_iss if issrec_ind==0, c(0.7) all 

********************************************************************************
*Panel B: ISS For
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rdrobust abn_ret_3day sop_for_iss if issrec_ind==1, h(0.015 0.015) c(0.7) p(1) q(2) all 
rdrobust abn_ret_3day sop_for_iss if issrec_ind==1, h(0.02 0.02)   c(0.7) p(1) q(2) all 
rdrobust abn_ret_3day sop_for_iss if issrec_ind==1, h(0.025 0.025) c(0.7) p(1) q(2) all 
rdrobust abn_ret_3day sop_for_iss if issrec_ind==1, h(0.025 0.025) c(0.7) p(2) q(3) all 
rdrobust abn_ret_3day sop_for_iss if issrec_ind==1, c(0.7) all 
